Mesabi Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.25% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.8033 | 5.66 | |
| 0.0742 | 42.94 | |
| 0.9911 | 655.49 | |
| 4.5821 | 17.31 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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